Anic Equity¶

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Total return since start: 0.549 %¶

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Equity now: -----------------------------> 47320.1 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45925.12 Kr¶

PnL: ---------------------------------------> -963.45 Kr¶

DD now: ---------------------------------> -2.693 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 14:50:53.366319'

Anic Portfolio¶

This Week¶

Return: -1.202 %¶

Total¶

Return: 54.968 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.660000 3090.000000 163.000000 5.570000 2927.000000
HEBA B 70 0.130000 2793.000000 157.000000 5.960000 2636.000010
HMS Networks 2 15.880000 801.400000 128.400000 19.080000 673.000000
SAAB B 8 1.270000 3451.200000 74.200000 2.200000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 1.220000 396.800000 41.800000 11.770000 355.000000
MedCap 2 -0.430000 459.000000 38.000000 9.030000 421.000000
Corem Property Group B 59 -0.570000 613.600000 36.600000 6.340000 576.999999
Boozt 12 0.790000 1681.200000 27.200000 1.640000 1653.999996
Intrum 4 3.770000 550.200000 23.200000 4.400000 527.000000
Resurs Holding 22 -1.020000 595.760000 21.760000 3.790000 573.999998
AcadeMedia 12 -1.480000 576.960000 19.960000 3.580000 557.000004
Eastnine 4 0.640000 505.600000 14.600000 2.970000 491.000000
Swedbank A 3 -0.620000 576.150000 12.150000 2.150000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.550000 572.250000 10.250000 1.820000 562.000005
Securitas B 6 0.120000 579.480000 9.480000 1.660000 570.000000
OEM International B 7 -0.130000 536.900000 8.900000 1.690000 527.999997
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Norva24 Group 16 0.060000 546.560000 3.560000 0.660000 543.000000
Samhällsbyggnadsbo. i Norden D 12 0.680000 249.360000 3.360000 1.370000 246.000000
Creaspac SPAC 6 0.520000 580.200000 3.200000 0.550000 577.000002
Coor Service Management Hold. 8 -0.150000 534.400000 2.400000 0.450000 532.000000
Nordea Bank Abp 29 -0.450000 3453.320000 -0.680000 -0.020000 3453.999992
CTEK 13 0.640000 532.480000 -1.520000 -0.280000 533.999999
Handelsbanken A 5 -0.230000 538.500000 -7.500000 -1.370000 546.000000
Midsona B 63 1.570000 570.150000 -12.850000 -2.200000 582.999984
Essity B 2 -3.720000 538.400000 -35.600000 -6.200000 574.000000
International Petroleum Corp. 5 -0.270000 551.000000 -43.570000 -7.330000 594.565215
Essity A 4 -3.580000 1078.000000 -71.000000 -6.180000 1149.000000
Vivesto 1368 0.560000 536.530000 -76.470000 -12.470000 612.999432
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Beijer Electronics Group 26 -8.940000 2860.000000 -111.000000 -3.740000 2971.000006
Fasadgruppen Group 35 0.190000 3640.000000 -171.000000 -4.490000 3810.999990
OX2 18 1.480000 1423.800000 -240.200000 -14.440000 1663.999992
Axfood 13 -2.870000 3473.600000 -282.400000 -7.520000 3756.000001
Ovzon 52 -0.560000 2745.600000 -616.400000 -18.330000 3361.999992
TOTAL 45941.800000 -946.770000 -2.65908% 46888.564618

Updated:¶

'2023-01-26 14:50:20.231979'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶